While XNA is not currently supported by Intel, you can write a .NET wrapper to accomplish the AppUp SDK method calls. There are many applications in the AppUp store which were created using alternate programming languages. The key is that they must pass the Validation Requirements (http://appdeveloper.intel.com/article/validation-guidelines).
Additionally you will want to ensure that your MSI includes all required libraries and installs silently. Please let me know if I can be of further assistance.
I wrote an XNA installer plug-in for Intel AppUp that lets you install the XNA framework from your game's MSI in silent mode. We've successfully ported our first XNA game to AppUp using this method.
"XnaInstaller" is free and open-source.
Check it out: http://appdeveloper.intel.com/en-us/article/how-installing-xna-framework-your-msi-installer-using-visual-studio-2008-and-xnainstaller